000 02016nam a22002297a 4500
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020 _a9780367277352
040 _aCSL
_cCSL
041 _2eng
_aeng
084 _aB2811 R3
_qCSL
100 _aBrill, Percy H
_eauthor.
_9478840
245 _aIntroduction to Stochastic Level Crossing Techniques
260 _aBoca Raton :
_bCRC Press/Taylor & Francis,
_c2023.
300 _axxi, 255p.
_b: ill.
_c; 24 cm.
500 _aIncludes bibliography and index.
520 _aIntroduction to Stochastic Level Crossing Techniques describes stochastic models and their analysis using the System Point Level Crossing method (abbreviated SPLC or LC). This involves deriving probability density functions (pdfs) or cumulative probability distribution functions (cdfs) of key random variables, applying simple level-crossing limit theorems developed by the author. The pdfs and/or cdfs are used to specify operational characteristics about the stochastic model of interest. The chapters describe distinct stochastic models and associated key random variables in the models. For each model, a figure of a typical sample path (realization, i.e., tracing over time) of the key random variable is displayed. For each model, an analytic (Volterra) integral equation for the stationary pdf of the key random variable is created-by inspection of the sample path, using the simple LC limit theorems. This LC method bypasses a great deal of algebra, usually required by other methods of analysis. The integral equations will be solved directly, or computationally. This book is meant for students of mathematics, management science, engineering, natural sciences, and researchers who use applied probability. It will also be useful to technical workers in a range of professions.
650 _aPreliminaries.
_9716049
650 _a Stochastic models.
_9814569
650 _a Dams.
_9814570
942 _2CC
_cTEXL
_hB2811 R3
_n0
999 _c1432933
_d1432933